CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2225	19.00***
α ARCH Response to squared shocks	0.2357	27.49***
β GARCH Volatility persistence	0.9165	192.82***
γ leverage Additional response to negative shocks	-0.0497	-6.06***

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Shanghai Kinlita Chemical Co Ltd EGARCH Volatility Analysis

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